+12,304.7%
PCAR vs APA
+860.5%
+11,444.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.1% | -3.0% |
| 7D | +0.1% | -15.5% | +15.6% | +3.6% |
| 30D | -4.6% | +2.4% | -7.0% | -5.4% |
| 3M | -22.6% | +22.8% | -45.4% | -26.6% |
| 6M | -12.0% | +17.9% | -29.9% | -16.5% |
| YTD | -6.1% | +87.7% | -93.8% | -20.9% |
| 1Y | +6.3% | +94.2% | -87.9% | -11.3% |
| 3Y | +31.8% | +27.2% | +4.6% | +16.6% |
| 5Y | +104.2% | +74.1% | +30.0% | +59.3% |
| 10Y | +302.9% | +2.6% | +300.3% | +176.9% |
| All | +12,304.7% | +860.5% | +11,444.2% | +5,924.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling